-9.0%
HUM vs DTE
+43.4%
-52.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.3% |
| 7D | +2.1% | -2.6% | +4.6% | +2.1% |
| 30D | +5.4% | -4.4% | +9.8% | +5.5% |
| 3M | +11.4% | -8.3% | +19.7% | +11.5% |
| 6M | +141.5% | -8.1% | +149.6% | +141.6% |
| YTD | +61.2% | +4.4% | +56.8% | +59.2% |
| 1Y | +49.2% | +0.2% | +49.0% | +48.0% |
| 3Y | -9.0% | +42.6% | -51.7% | -12.0% |
| All | -9.0% | +43.4% | -52.5% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling